Related papers: Note on an intermediate Baum-Katz theorems under s…
Models phrased though moment conditions are central to much of modern inference. Here these moment conditions are embedded within a nonparametric Bayesian setup. Handling such a model is not probabilistically straightforward as the…
We derive two-sided bounds for moments of random multilinear forms (random chaoses) with nonnegative coeficients generated by independent nonnegative random variables $X_i$ which satisfy the following condition on the growth of moments:…
In this paper, we establish some general forms of the law of the iterated logarithm for independent random variables in a sub-linear expectation space, where the random variables are not necessarily identically distributed. Exponential…
We give a theory of sublinear expectations and martingales in discrete time. Without assuming the existence of a dominating probability measure, we derive the extensions of classical results on uniform integrability, optional stopping of…
In this paper we give a short interval version of the Balog-Ruzsa theorem concerning bounds for the $L_1$ norm of the exponential sum over $r$-free numbers. As an application, we give a lower bound for the $L_1$ norm of the exponential sum…
We show how to achieve the notion of "multicalibration" from H\'ebert-Johnson et al. [2018] not just for means, but also for variances and other higher moments. Informally, it means that we can find regression functions which, given a data…
In this paper, we prove the equivalent conditions of complete moment convergence of the maximum for partial weighted sums of independent, identically distributed random variables under sublinear expectations space. As applications, the…
Consider in a real Hilbert space $H$ the differential equation (inclusion) $(E)$: $p(t)u^{\prime \prime}(t)+q(t)u^{\prime}(t)\in Au(t)+f(t)$ for a.a. $t>0$, with the condition $(B)$: $u(0)=x \in \overline{D(A)}$, where $A\colon D(A)\subset…
We consider the large deviations associated with the empirical mean of independent and identically distributed random variables under a subexponential moment condition. We show that non-trivial deviations are observable at a subexponential…
Under the sublinear expectation $\mathbb{E}[\cdot]:=\sup_{\theta\in \Theta} E_\theta[\cdot]$ for a given set of linear expectations $\{E_\theta: \theta\in \Theta\}$, we establish a new law of large numbers and a new central limit theorem…
We consider the Cauchy problem for (energy-subcritical) nonlinear Schr\"odinger equations with sub-quadratic external potentials and an additional angular momentum rotation term. This equation is a well-known model for superfluid quantum…
We consider the problem of finding a (non-negative) measure $\mu$ on $\mathfrak{B}(\mathbb{C}^n)$ such that $\int_{\mathbb{C}^n} \mathbf{z}^{\mathbf{k}} d\mu(\mathbf{z}) = s_{\mathbf{k}}$, $\forall \mathbf{k}\in\mathcal{K}$. Here…
In this paper we consider the problem of inference in statistical models characterized by moment restrictions by casting the problem within the Exponentially Tilted Empirical Likelihood (ETEL) framework. Because the ETEL function has a well…
In this paper, we establish the existence of moments and moment estimates for L\'evy-type processes. We discuss whether the existence of moments is a time dependent distributional property, give sufficient conditions for the existence of…
We study the existence of solutions $(\underline u,\lambda_{\underline u})\in H^1(\mathbb{R}^N; \mathbb{R}) \times \mathbb{R}$ to \[ -\Delta u + \lambda u = f(u) \quad \text{in } \mathbb{R}^N \] with $N \ge 3$ and prescribed $L^2$ norm, and…
Many economic models feature moment conditions that involve latent variables. When the latent variables are individual fixed effects in an auxiliary panel data regression, we construct orthogonal moments that eliminate first-order bias…
We describe a new framework of a sublinear expectation space and the related notions and results of distributions, independence. A new notion of G-distributions is introduced which generalizes our G-normal-distribution in the sense that…
We show that moment inequalities in a wide variety of economic applications have a particular linear conditional structure. We use this structure to construct uniformly valid confidence sets that remain computationally tractable even in…
M-estimators for Generalized Linear Models are considered under minimal assumptions. Under these preliminaries, strong convergence of the estimators are discussed and an expansion of the estimating operators are given in the non-i.i.d. case…
We develop nonlinear renewal theorems for a perturbed random walk without assuming stochastic boundedness of centered perturbation terms. A second order expansion of the expected stopping time is obtained via the uniform integrability of…